+97.5%
REGN vs HST
+110.3%
-12.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | -5.6% | +0.9% | -6.4% | -5.7% |
| 30D | -2.0% | -2.5% | +0.5% | -1.6% |
| 3M | +28.0% | -5.1% | +33.1% | +28.7% |
| 6M | +1.2% | +21.6% | -20.5% | -1.5% |
| YTD | +1.6% | +31.6% | -30.0% | -2.1% |
| 1Y | +38.2% | +36.1% | +2.1% | +32.5% |
| 3Y | -5.4% | +66.5% | -71.8% | -11.7% |
| 5Y | +21.3% | +76.6% | -55.3% | +11.6% |
| All | +97.5% | +110.3% | -12.9% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling